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~isPartOf:"Finance research letters"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Volatility
617
Börsenkurs
235
Share price
235
Stock market
177
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176
Capital income
173
Kapitaleinkommen
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Bouri, Elie
12
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11
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9
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8
Ji, Qiang
7
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7
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5
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5
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5
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5
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4
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4
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
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Lu, Xinjie
4
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3
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3
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Finance research letters
Energy economics
862
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723
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NBER working paper series
503
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492
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478
International Journal of Energy Economics and Policy : IJEEP
460
International review of financial analysis
460
Applied economics letters
440
International review of economics & finance : IREF
439
NBER Working Paper
433
Economics letters
412
Journal of banking & finance
405
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
369
Research in international business and finance
345
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339
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321
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294
Journal of international financial markets, institutions & money
292
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282
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246
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242
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235
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
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221
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221
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201
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ECONIS (ZBW)
655
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1
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
2
What drives gold demand in central bank's foreign exchange reserve portfolio?
Ghosh, Amit
- In:
Finance research letters
17
(
2016
),
pp. 146-150
Persistent link: https://www.econbiz.de/10011596266
Saved in:
3
Macro news effects on exchange rates : difference between carry trade target and safe-haven currencies
Wang, Wenhao
;
Lin, Zhitao
;
Hu, Bing
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472521
Saved in:
4
Currency portfolios and global foreign exchange ambiguity
Asano, Takao
;
Cai, Xiaojing
;
Sakemoto, Ryuta
- In:
Finance research letters
65
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014563739
Saved in:
5
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
6
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
7
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
8
What is the correct meaning of implied
volatility
?
Kim, In-joon
;
Gun Youb Park
;
Hyun, Jung-Soon
- In:
Finance research letters
4
(
2007
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003702383
Saved in:
9
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
10
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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